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There is evidence that major depressive disorder (MDD) is related to serum lipid level alterations. However, the neural correlates underlying this association remain poorly understood. Forty-nine patients with MDD and fifty healthy controls (HCs) underwent structural, resting-state functional and diffusion magnetic resonance imaging scans. Voxel-based morphometry, functional connectivity (FC) and tract-based spatial statistics analyses were performed to assess brain structure and function, respectively. Blood samples were collected to measure serum levels of lipid variables including total cholesterol, triglyceride and high density lipoprotein cholesterol (HDL-C). Correlation and mediation analyses were conducted to investigate the associations of serum lipid levels with brain imaging measures in MDD patients and HCs, respectively. We found that the serum HDL-C level in MDD patients was lower than that in HCs. The lower serum HDL-C level was associated with lower gray matter volume (GMV) in ventromedial prefrontal cortex (VMPFC), higher within-network FC of the default mode network, and lower micro-structural integrity in multiple white matter regions in MDD patients. Moreover, the within-default mode network FC mediated the relationship between GMV in VMPFC and serum HDL-C level; white matter integrity in genu of corpus callosum mediated the relationship between serum HDL-C level and depressive symptom severity. However, we did not observe any correlations between serum lipids and brain imaging parameters in HCs. These findings help to identify neural correlates underlying the association between depression and serum HDL-C change, which may provide new insight into intervention, treatment and prevention of depression from the perspective of regulating serum lipids. • Depression patients had lower serum high density lipoprotein cholesterol level. • It was associated with lower gray matter volume in ventromedial prefrontal cortex. • It was associated with higher functional connectivity in default mode network. • It was associated with lower micro-structural integrity in multiple white matter regions. • Mediation relationships were observed between serum lipid, brain, depressive symptom. [ABSTRACT FROM AUTHOR]